{
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  "Package": "emhawkes",
  "Title": "Exponential Multivariate Hawkes Model",
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  "Authors@R": "person(\"Kyungsub\", \"Lee\", email = \"kyungsub@gmail.com\", role = c(\"aut\", \"cre\"))",
  "Maintainer": "Kyungsub Lee <kyungsub@gmail.com>",
  "Description": "Simulate and fitting exponential multivariate Hawkes\nmodel. This package simulates a multivariate Hawkes model,\nintroduced by Hawkes (1971) <doi:10.2307/2334319>, with an\nexponential kernel and fits the parameters from the data.\nModels with the constant parameters, as well as complex\ndependent structures, can also be simulated and estimated. The\nestimation is based on the maximum likelihood method,\nintroduced by introduced by Ozaki (1979)\n<doi:10.1007/BF02480272>, with 'maxLik' package.",
  "License": "GPL (>= 2)",
  "Encoding": "UTF-8",
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  "Collate": "'hspec.R' 'harrival.R' 'utilities.R' 'hmoment.R' 'hllf.R'\n'hfit.R' 'hgfit.R' 'hreal.R' 'hsim.R' 'script.R' 'tzexp.R'\n'zzz.R'",
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  "URL": "https://github.com/ksublee/emhawkes,\nhttps://ksublee.github.io/emhawkes/",
  "Repository": "https://ksublee.r-universe.dev",
  "Date/Publication": "2025-08-26 02:29:05 UTC",
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  "Packaged": {
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    "User": "root"
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  "Author": "Kyungsub Lee [aut, cre]",
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      "date": "2018-09-17"
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      "date": "2023-02-02"
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    "expected_tau",
    "hfit",
    "hsim",
    "hvol",
    "infer_lambda",
    "logLik",
    "ptzexp",
    "qtzexp",
    "residual_process",
    "rtzexp",
    "set_residual"
  ],
  "_help": [
    {
      "page": "expected_tau",
      "title": "Expected Inter-Arrival Time",
      "topics": [
        "expected_tau",
        "expected_tau,hspec-method"
      ]
    },
    {
      "page": "hfit",
      "title": "Perform Maximum Likelihood Estimation",
      "topics": [
        "hfit",
        "hfit,hspec-method"
      ]
    },
    {
      "page": "hreal",
      "title": "Realization of Hawkes Process",
      "topics": [
        "as.matrix.hreal",
        "hreal",
        "print.hreal",
        "summary.hreal"
      ]
    },
    {
      "page": "hsim",
      "title": "Simulate multivariate Hawkes process with exponential kernel.",
      "topics": [
        "hsim",
        "hsim,hspec-method"
      ]
    },
    {
      "page": "hspec-class",
      "title": "An S4 Class Representing an Exponential Marked Hawkes Model",
      "topics": [
        "hspec-class"
      ]
    },
    {
      "page": "hvol",
      "title": "Compute Hawkes volatility",
      "topics": [
        "hvol",
        "hvol,hspec-method"
      ]
    },
    {
      "page": "infer_lambda",
      "title": "Infer lambda process with given Hawkes model and realized path",
      "topics": [
        "infer_lambda",
        "infer_lambda,hspec-method"
      ]
    },
    {
      "page": "logLik",
      "title": "Compute the Log-Likelihood Function",
      "topics": [
        "logLik,hspec-method"
      ]
    },
    {
      "page": "residual_process",
      "title": "Compute residual process",
      "topics": [
        "residual_process"
      ]
    },
    {
      "page": "set_residual",
      "title": "Set Residual Distribution Functions for Hawkes Model Specification",
      "topics": [
        "set_residual",
        "set_residual,hspec-method"
      ]
    },
    {
      "page": "tzexp",
      "title": "Trapezoid + Exponential Distribution",
      "topics": [
        "dtzexp",
        "ptzexp",
        "qtzexp",
        "rtzexp",
        "tzexp"
      ]
    }
  ],
  "_readme": "https://github.com/ksublee/emhawkes/raw/HEAD/README.md",
  "_rundeps": [
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    "generics",
    "lattice",
    "maxLik",
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    "zoo"
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  "_vignettes": [
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      "filename": "example.html",
      "title": "Example : emhawkes package",
      "author": "Kyungsub Lee",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Basic Hawkes model",
        "Univariate Hawkes process",
        "Bivariate Hawkes model"
      ],
      "created": "2018-06-14 08:01:18",
      "modified": "2025-08-26 01:55:36",
      "commits": 15
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